Dynamic spillovers between leading cryptocurrencies and derivatives tokens : insights from a quantile VAR approach
Imran Yousaf, Linh Pham, John W. Goodell
| Year of publication: |
2024
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|---|---|
| Authors: | Yousaf, Imran ; Pham, Linh ; Goodell, John W. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103156, p. 1-14
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| Subject: | Cryptocurrencies | Derivatives tokens | Portfolio management | Spillovers | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | Derivat | Derivative | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103156 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014543916